Journal of applied mathematics & informatics
- 제24권1_2호
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- Pages.489-503
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- 2007
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
AXIOMATIC CHARACTERIZATIONS OF SIGNED INTERVAL-VALUED CHOQUET INTEGRALS
초록
In this paper, we define signed interval-valued Choquet integrals which have numerous applications in mathematical economics, informatiom theory, expected utility theory, and risk analysis on interval-valued random variables, for examples: interval-valued random payments and interval-valued random profiles, etc. And we discuss axiomatic characterizations of them. Furthermore, we fine some condition that comonotonic additivity of symmetric Choquet integrals on interval-valued random payments is satisfied and give two examples related the main theorem.